On O2 you can enter *0# with a space at the end and then your message. (e.g *0# Help! I'm caught in the zipper!) The receiver won't see the gibberish and you will receive a delivery report. I assume the same goes for other networks but they probably use a different code. Google time!

It is a stupid waste of time typing that every time you send a message and the report doesn't mean it has been read...

The lack of an option for receiving delivery reports very almost nearly turned me off the iPhone all those year ago. It has been a feature I have used of every phone since the late-90's after all. I don't miss it at all now.

I'd appreciate an alert icon next to the message (like the one you get if a message has failed) until it has been delivered but I don't think I could handle actual reports any more. They'd drive me nuts.